In this paper, we survey the rapidly developing literature on macroprudential stress-testing models. The scope of the survey includes models of contagion between banks, models of contagion within the ...

Risk-management practices at financial institutions have undergone a quantitative revolution over the past decade or so. Increasingly, financial firms rely on statistical models to measure and manage ...

With over a decade of experience in risk management and compliance, you’ve witnessed many changes in the financial services industry. Let’s dive straight into today’s topic: How has technology ...

In today’s dynamic global economy, financial institutions are increasingly confronted with uncertainties that defy historical precedent. Traditional stress testing long reliant on past market data ...

Artificial intelligence (AI) and machine learning (ML) are now embedded in the core of banking — powering decisions in credit, fraud, anti-money laundering (AML), and more. These systems bring scale ...

This is the second article in a three-part series focusing on conditions and volatility in energy and commodity markets. Given recent historic volatility and other macro and industry trends, having ...

The Federal Reserve put forth a proposal Friday to publish the models and methodologies the central bank uses every year to stress test the nation's largest banks in an effort to increase transparency ...

The Federal Reserve has opened the door to completely revealing its back-end stress-testing models used to test the largest U.S. banks' resilience under economic pressure in a proposed rule published ...

"These issues — volatility, the link between stress-testing results and capital and the short capital implementation compliance time frame, the lack of transparency and the overlap between the global ...